+1,110.0%
DIA vs CGNX
+1,410.9%
-300.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.2% |
| 7D | -1.6% | +3.2% | -4.7% | -2.2% |
| 30D | -2.0% | +6.0% | -8.0% | -3.3% |
| 3M | +3.6% | +3.5% | +0.1% | +2.2% |
| 6M | +11.5% | +26.3% | -14.8% | +5.3% |
| YTD | +10.4% | +79.2% | -68.9% | -4.4% |
| 1Y | +15.6% | +43.8% | -28.2% | +4.0% |
| 3Y | +58.9% | +52.0% | +6.9% | +37.1% |
| 5Y | +65.3% | -24.0% | +89.4% | +60.3% |
| 10Y | +252.2% | +189.1% | +63.1% | +152.3% |
| All | +1,110.0% | +1,410.9% | -300.9% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling